+466.6%
FLEX vs HST
+82.0%
+384.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.2% | -4.1% |
| 7D | -13.6% | +0.6% | -14.2% | -13.7% |
| 30D | -36.5% | +14.5% | -51.0% | -41.0% |
| 3M | -36.4% | +15.4% | -51.8% | -41.4% |
| 6M | -46.5% | +22.0% | -68.5% | -52.6% |
| YTD | +25.9% | +54.9% | -28.9% | -2.5% |
| 1Y | +19.6% | +54.0% | -34.4% | -7.2% |
| 3Y | +287.0% | +90.4% | +196.6% | +162.0% |
| 5Y | +466.6% | +84.2% | +382.4% | +280.8% |
| All | +466.6% | +82.0% | +384.6% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling